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Title: Nonsmooth equations approach to a constrained minimax problem (English)
Author: Gao, Yan
Author: Li, Xuewen
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 50
Issue: 2
Year: 2005
Pages: 115-130
Summary lang: English
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Category: math
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Summary: An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the $b$-differential for the corresponding function is developed. (English)
Keyword: nonsmooth optimization
Keyword: nonsmooth equations
Keyword: minimax problems
Keyword: Newton methods
Keyword: KKT systems
Keyword: quasidifferential calculus
MSC: 49J52
MSC: 65H10
MSC: 90C47
idZBL: Zbl 1099.90075
idMR: MR2125154
DOI: 10.1007/s10492-005-0008-0
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Date available: 2009-09-22T18:21:13Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/134596
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